+73.2%
SAP vs MSCI
+32.0%
+41.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.4% |
| 7D | +1.6% | +1.5% | +0.2% | +1.1% |
| 30D | +10.5% | +14.4% | -3.9% | +5.5% |
| 3M | +15.2% | +15.2% | 0.0% | +9.6% |
| 6M | +36.7% | +11.2% | +25.5% | +31.7% |
| YTD | -0.6% | +13.9% | -14.5% | -4.9% |
| 1Y | -4.1% | +12.5% | -16.6% | -8.1% |
| 3Y | +73.2% | +32.3% | +41.0% | +59.0% |
| All | +73.2% | +32.0% | +41.2% | +59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MSCI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling